Security video shows officers searching for the suspect, who they say entered the business through a back door by damaging the lock.
After the suspect took a cell phone, television remote and beer from the refrigerator, he couldn't find the front door, police said.
Arriving officers arrested the suspect, who is now facing second-degree burglary charges.
Escape rooms have gained popularity in recent years. Finding clues and solving puzzles, groups work together under a time limit to get out of rooms.